+899.7%
ON vs VEEV
+596.9%
+302.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.7% | -3.1% |
| 7D | -2.2% | -5.2% | +3.0% | -0.3% |
| 30D | -12.4% | +14.9% | -27.3% | -17.1% |
| 3M | -41.2% | +58.4% | -99.6% | -51.5% |
| 6M | +25.0% | +35.5% | -10.5% | +7.7% |
| YTD | +31.3% | +18.6% | +12.6% | +18.3% |
| 1Y | +45.4% | -6.3% | +51.8% | +43.2% |
| 3Y | -27.4% | +20.2% | -47.6% | -37.4% |
| 5Y | +58.5% | -13.8% | +72.3% | +50.2% |
| 10Y | +561.8% | +542.0% | +19.8% | +225.5% |
| All | +899.7% | +596.9% | +302.8% | +346.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEEV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling